What programming languages can I use in Blender?
Since Blender 2.5 only Python 3 is supported. From blender.org:


  The Blender 2.5x versions feature a completely new Python API based on
  Python version 3.2, and is integrated deeply, used for generating
  Blender's GUI layouts, for import and export of external formats, and
  with access to all user-accessible data and functionality.


What changes across applications is the API - Application programming interface. So if you're used to pygame and console API, now you need to learn Blender API. So yes, the idea is the same, but the API is different.

Here's a Quickstart Introduction.
And here's the full API.